Conditional Risk Premia in Currency Markets and Other Asset Classes
Year of publication: |
February 2013
|
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Authors: | Lettau, Martin |
Other Persons: | Maggiori, Matteo (contributor) ; Weber, Michael (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Theorie | Theory | Devisenmarkt | Foreign exchange market | Risikoprämie | Risk premium | Welt | World | CAPM |
Extent: | 1 Online-Ressource |
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Series: | NBER working paper series ; no. w18844 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w18844 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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Conditional risk premia in currency markets and other asset classes
Lettau, Martin, (2014)
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Conditional risk premia in currency markets and other asset classes
Lettau, Martin, (2013)
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Conditional risk premia in currency markets and other asset classes
Lettau, Martin, (2013)
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Conditional risk premia in currency markets and other asset classes
Lettau, Martin, (2014)
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Conditional risk premia in currency markets and other asset classes
Lettau, Martin, (2013)
-
Conditional risk premia in currency markets and other asset classes
Lettau, Martin, (2013)
- More ...